+846.1%
BX vs APD
+543.3%
+302.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.9% |
| 7D | +1.8% | -3.7% | +5.5% | +4.8% |
| 30D | +7.9% | +9.6% | -1.7% | +0.7% |
| 3M | -9.6% | +1.6% | -11.2% | -10.8% |
| 6M | -2.3% | +2.2% | -4.4% | -4.8% |
| YTD | -19.3% | +25.9% | -45.1% | -34.0% |
| 1Y | -13.2% | +20.1% | -33.4% | -27.1% |
| 3Y | +33.8% | +12.4% | +21.4% | +11.4% |
| 5Y | 0.0% | +11.1% | -11.1% | -17.0% |
| 10Y | +685.4% | +190.1% | +495.2% | +158.1% |
| All | +846.1% | +543.3% | +302.8% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling